TWO

Two Harbors Investment
TWO

Overview Fund Activity

280 hedge funds and large institutions have $2.13B invested in Two Harbors Investment in 2016 Q4 according to their latest regulatory filings, with 43 funds opening new positions, 97 increasing their positions, 87 reducing their positions, and 39 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
280
Holders Change
-2
Holders Change %
-0.71%
% of All Funds
7.01%
Holding in Top 10
4
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
0.1%
New
43
Increased
97
Reduced
87
Closed
39
Calls
$4.54M
Puts
$13.4M
Net Calls
-$8.83M
Net Calls Change
-$9.42M

Top Buyers

1
JPMorgan Chase & Co
JPMorgan Chase & Co
New York
+$36.6M
2
Millennium Management
Millennium Management
New York
+$36.1M
3
Wells Fargo
Wells Fargo
California
+$36.1M
4
Goldman Sachs
Goldman Sachs
New York
+$22.2M
5
Citadel Advisors
Citadel Advisors
Florida
+$15.2M

Top Sellers

1
Morgan Stanley
Morgan Stanley
New York
-$36.5M
2
WA
Whitebox Advisors
Minnesota
-$20.8M
3
TIM
Thornburg Investment Management
New Mexico
-$20M
4
DFG
Delphi Financial Group
Delaware
-$12.7M
5
CCP
Clough Capital Partners
Massachusetts
-$10.7M
Name Holding Trade Value Shares
Change 		Shares
Change %
Los Angeles Capital Management
101
Los Angeles Capital Management
California
$1.47M – – –
GEM
102
Global Endowment Management
North Carolina
$1.41M – – –
JHIU
103
Janus Henderson Investors US
Colorado
$1.29M +$182K +2,609 +16%
CA
104
Corrado Advisors
New Jersey
$1.27M -$44.7K -641 -3%
BlackRock
105
BlackRock
New York
$1.21M -$34.1K -489 -3%
T. Rowe Price Associates
106
T. Rowe Price Associates
Maryland
$1.12M +$140 +2 +0%
RJFSA
107
Raymond James Financial Services Advisors
Florida
$1.12M -$11.3K -162 -1%
SFA
108
Sequoia Financial Advisors
Ohio
$1.07M +$197K +2,825 +23%
HFS
109
HL Financial Services
Kentucky
$977K +$26K +373 +3%
VOYA Investment Management
110
VOYA Investment Management
Georgia
$942K -$88.3K -1,265 -9%
Walleye Trading
111
Walleye Trading
New York
$876K -$7.45M -106,855 -89%
Public Employees Retirement Association of Colorado
112
Public Employees Retirement Association of Colorado
Colorado
$858K -$200K -2,863 -19%
ProShare Advisors
113
ProShare Advisors
Maryland
$809K +$123K +1,759 +18%
GA
114
Geneva Advisors
Illinois
$800K +$126K +1,800 +19%
Bank of Montreal
115
Bank of Montreal
Ontario, Canada
$777K -$3.35M -48,321 -81%
VKH
116
Virtu KCG Holdings
New York
$757K +$321K +4,609 +74%
RJA
117
Raymond James & Associates
Florida
$755K +$51K +731 +7%
Ameriprise
118
Ameriprise
Minnesota
$713K -$109K -1,553 -13%
Barclays
119
Barclays
United Kingdom
$707K +$523K +7,492 +285%
AFP
120
Ausdal Financial Partners
Iowa
$680K -$45.6K -654 -6%
SCM
121
Sterling Capital Management
North Carolina
$677K +$767 +11 +0.1%
AQR Capital Management
122
AQR Capital Management
Connecticut
$662K – – –
PAG
123
Private Advisor Group
New Jersey
$642K +$21.8K +307 +4%
Tudor Investment Corp
124
Tudor Investment Corp
Connecticut
$596K -$556K -7,966 -48%
VRS
125
Virginia Retirement Systems
Virginia
$579K +$329K +4,712 +131%
3 4
5
6 7